I guess there's about a billion threads like this on the internet and at least as many different solutions. Try to google your specific problem and see if anybody else has the exact problem as yours to narrow down the possibilities of solutions (I bet someone has). Check something like
Fallout 3 crash intro vista
or something.
Often, it has something to do with the audio and video codecs (download ffdshow and then DEACTIVATE the use of it for F3, somehow that solves many crashes), .netframework (for some stupid fucking reason F3 installs a BETA of the netframework, though I don't know if the Steam-version does so, too - least that wouldn't make any sense), you having to force the game to not check for QuadCore processors (see 3 posts before mine) or just plain specs. The Radeon 9800 may just not be suited for F3, even if you can run New Vegas on it.
Well, I got the game running on a P4 HT 2,8 GHz, GeForce 7900 GT and 3 gigs of RAM on XP. Shouldn't be a problem with your system. Incidently, check out Fallout3nexus.com . Actually a platform for mods, there are a lot of tweaks found there that are just made for increasing the game's performance and stability (like the 'fake window mode'). Maybe you'll get lucky there.